+50.4%
EWZ vs SU
+117.9%
-67.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.8% |
| 7D | +5.6% | -1.0% | +6.5% | +5.8% |
| 30D | +9.3% | +13.7% | -4.4% | +6.0% |
| 3M | +15.7% | +8.0% | +7.7% | +13.4% |
| 6M | +7.4% | +21.0% | -13.6% | +1.3% |
| YTD | +22.7% | +56.2% | -33.6% | +7.4% |
| 1Y | +36.4% | +72.2% | -35.8% | +16.0% |
| 3Y | +50.4% | +118.1% | -67.7% | +17.8% |
| All | +50.4% | +117.9% | -67.5% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling